JBL Options History — August 2024

In August 2024, JBL traded between $97.36 and $108.91. ATM implied volatility averaged 32.5%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded below realized volatility by 11.4% (HV 20d: 43.9%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 1.60.

Notable Days

  • 2024-08-02: Highest Volume — 7,647 contracts
  • 2024-08-06: Largest IV drop — 28.9% change
  • 2024-08-05: Highest IV Rank — 32.6%
  • 2024-08-05: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$105.06$97.36$108.91$108.77$108.91
Max Pain$101.59$100.00$110.00$110.00$105.00
ATM IV32.5%28.5%49.8%34.2%28.5%
Expected Move9.2%8.2%12.3%9.8%8.2%
HV 20d43.9%25.5%46.8%29.1%25.5%
HV 60d41.4%36.6%42.6%36.6%40.9%
IV Rank12.4%7.8%32.6%14.4%7.8%
IV Percentile56.5%35.3%92.1%73.8%35.3%
Term Structure6.0%-3.4%9.6%-2.1%9.6%
VWIV32.4%28.3%42.6%35.8%29.9%
Skew 25d2.9%1.1%6.8%2.2%2.1%
Skew 10d5.2%2.3%13.4%2.8%5.5%
Call IV 25d30.9%27.3%39.3%33.7%28.2%
Put IV 25d33.8%29.5%46.1%35.9%30.3%
Bid-Ask Spread %70.7555.0977.0164.1173.12
Gamma HHI0.110.090.130.110.13
Net GEX-448.6K-995.5K130.7K-370.8K-126.4K
Net DEX38.6M16.5M76.0M42.6M17.5M
Net VEX-660.0K-716.2K-561.9K-690.3K-694.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.600.238.360.370.33
Total Volume1,051.2272227,6471,739378
Total OI42,057.31835,54344,49235,54344,492

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$108.77$110.0034.2%9.8%29.1%14.4%35.8%2.2%-2.1%-370.8K42.6M-690.3K0.3764.111,27346619,06316,480
2024-08-02$99.12$110.0039.3%11.3%43.9%20.4%39.2%2.0%-3.4%-995.5K76.0M-561.9K0.6674.634,6033,04419,51616,398
2024-08-05$97.36$105.0049.8%12.3%43.6%32.6%42.6%6.8%3.2%-534.7K71.8M-622.9K2.0471.1719239122,92618,446
2024-08-06$100.88$100.0035.4%10.0%46.0%15.8%35.3%4.9%5.6%-592.0K60.4M-639.7K0.8173.0638230923,02418,508
2024-08-07$98.77$100.0036.9%10.5%44.3%17.6%37.5%5.0%5.1%-769.8K68.1M-604.2K2.3276.7314934623,30718,506
2024-08-08$101.37$100.0033.7%9.8%45.5%13.9%34.4%4.2%5.8%-695.4K56.9M-633.7K0.7670.3926620123,37018,503
2024-08-09$102.06$100.0031.3%9.5%45.6%11.0%31.6%4.1%5.7%-788.1K54.3M-633.0K1.2074.6511413723,48418,533
2024-08-12$102.19$100.0037.9%9.4%45.6%18.8%34.2%4.2%6.6%-756.2K54.5M-622.2K0.9570.1340338223,53618,641
2024-08-13$104.15$100.0030.6%8.5%45.5%10.2%29.9%3.4%7.3%-619.9K46.0M-638.8K0.2365.524229523,83518,963
2024-08-14$103.08$100.0029.3%8.4%45.2%8.7%30.6%3.6%7.1%-743.8K52.3M-619.9K0.6263.141378523,91419,001
2024-08-15$106.97$100.0029.6%8.5%46.8%9.1%29.2%1.1%4.5%-307.3K28.5M-654.9K1.8368.0832158823,89818,995
2024-08-16$106.44$100.0029.6%8.5%46.6%9.0%29.2%1.9%6.9%-576.6K30.4M-650.1K0.3167.711,78555323,93219,100
2024-08-19$107.37$100.0028.7%8.2%46.1%8.1%28.3%2.2%5.4%130.7K17.6M-676.9K3.2869.703301,08122,80417,630
2024-08-20$107.22$100.0029.5%8.4%46.1%8.9%31.5%1.5%7.9%-150.0K22.1M-692.6K4.7455.0917382022,81118,695
2024-08-21$108.50$100.0029.3%8.4%46.3%8.7%30.0%2.5%7.7%-125.9K16.5M-705.2K8.3675.5511797822,87119,354
2024-08-22$107.16$100.0030.7%8.8%46.4%10.3%30.3%2.2%7.9%-541.0K26.7M-706.0K0.5175.8237519122,91620,167
2024-08-23$108.67$100.0029.3%8.4%46.7%8.7%29.3%1.8%8.1%-277.8K18.0M-716.2K0.6772.9724316323,23620,344
2024-08-26$108.59$100.0030.4%8.7%46.7%10.0%30.5%2.1%7.9%-221.5K20.3M-693.5K0.4471.621607023,33120,420
2024-08-27$107.52$100.0030.3%8.7%46.7%9.8%30.9%2.2%7.8%-388.6K26.3M-683.1K0.3476.9930610423,36920,472
2024-08-28$107.71$100.0031.4%9.0%45.0%11.2%31.6%2.5%7.8%-293.8K23.0M-695.7K1.4177.0124534623,56520,501
2024-08-29$108.51$105.0029.3%8.4%43.0%8.6%31.3%1.7%9.0%-125.4K20.0M-685.6K3.0369.3010030323,72320,681
2024-08-30$108.91$105.0028.5%8.2%25.5%7.8%29.9%2.1%9.6%-126.4K17.5M-694.6K0.3373.122849423,73720,755